Homunculus Reticulli

399 reputation

	399 reputation	bio	website		visits	member for	1 year, 5 months
27 badges		location			seen	Apr 4 at 1:10

17 Posts

Feb 21	asked	Taylor series expansion (Volatility Trading book) explanation sought
Nov 20	asked	Calculating portfolio VaR for (custom) leveraged products
Aug 31	asked	Multi asset option portfolio risk management (greeks and FX exposure)
Aug 31	asked	Is there any evidence that an option delta approximates ITM expiry probability?
Jul 30	asked	Interpreting QuantLlib implied volatility numbers
May 27	asked	Historical volatility from close prices (Haug pg 166)
May 3	asked	VaR implementation using quantlib?
Mar 4	asked	Modified bisection formula for deriving implied volatility for a dividend paying american option
Mar 4	answered	How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Mar 3	asked	How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Feb 10	asked	Why are there so many different ways of calculating historical volatility
Feb 6	asked	Calculating log returns using R
Jan 31	asked	A gentle introduction to cointegration
Jan 31	asked	Is there a measure for the 'degree' of cointegration
Dec 31	asked	How to 'calibrate' simple pricing models for equity index options and equity options?
Dec 30	answered	True or False? An option's price will always be greater than or equal to its intrinsic value
Nov 30	asked	How would I value a perpetual bond with an embedded option?